ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 12-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
119-160 |
119-290 |
0-130 |
0.3% |
119-285 |
| High |
120-022 |
120-127 |
0-105 |
0.3% |
120-017 |
| Low |
119-150 |
119-272 |
0-122 |
0.3% |
119-052 |
| Close |
119-295 |
120-012 |
0-037 |
0.1% |
119-195 |
| Range |
0-192 |
0-175 |
-0-017 |
-8.9% |
0-285 |
| ATR |
0-125 |
0-129 |
0-004 |
2.8% |
0-000 |
| Volume |
766,474 |
785,794 |
19,320 |
2.5% |
3,072,556 |
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-235 |
121-139 |
120-108 |
|
| R3 |
121-060 |
120-284 |
120-060 |
|
| R2 |
120-205 |
120-205 |
120-044 |
|
| R1 |
120-109 |
120-109 |
120-028 |
120-157 |
| PP |
120-030 |
120-030 |
120-030 |
120-054 |
| S1 |
119-254 |
119-254 |
119-316 |
119-302 |
| S2 |
119-175 |
119-175 |
119-300 |
|
| S3 |
119-000 |
119-079 |
119-284 |
|
| S4 |
118-145 |
118-224 |
119-236 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-090 |
121-267 |
120-032 |
|
| R3 |
121-125 |
120-302 |
119-273 |
|
| R2 |
120-160 |
120-160 |
119-247 |
|
| R1 |
120-017 |
120-017 |
119-221 |
119-266 |
| PP |
119-195 |
119-195 |
119-195 |
119-159 |
| S1 |
119-052 |
119-052 |
119-169 |
118-301 |
| S2 |
118-230 |
118-230 |
119-143 |
|
| S3 |
117-265 |
118-087 |
119-117 |
|
| S4 |
116-300 |
117-122 |
119-038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-127 |
119-090 |
1-037 |
0.9% |
0-132 |
0.3% |
68% |
True |
False |
614,550 |
| 10 |
120-127 |
119-052 |
1-075 |
1.0% |
0-136 |
0.4% |
71% |
True |
False |
661,743 |
| 20 |
120-127 |
118-277 |
1-170 |
1.3% |
0-112 |
0.3% |
77% |
True |
False |
578,209 |
| 40 |
120-127 |
118-127 |
2-000 |
1.7% |
0-131 |
0.3% |
82% |
True |
False |
608,480 |
| 60 |
120-127 |
118-037 |
2-090 |
1.9% |
0-129 |
0.3% |
84% |
True |
False |
621,217 |
| 80 |
120-127 |
118-037 |
2-090 |
1.9% |
0-117 |
0.3% |
84% |
True |
False |
466,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-231 |
|
2.618 |
121-265 |
|
1.618 |
121-090 |
|
1.000 |
120-302 |
|
0.618 |
120-235 |
|
HIGH |
120-127 |
|
0.618 |
120-060 |
|
0.500 |
120-040 |
|
0.382 |
120-019 |
|
LOW |
119-272 |
|
0.618 |
119-164 |
|
1.000 |
119-097 |
|
1.618 |
118-309 |
|
2.618 |
118-134 |
|
4.250 |
117-168 |
|
|
| Fisher Pivots for day following 12-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-040 |
119-318 |
| PP |
120-030 |
119-304 |
| S1 |
120-021 |
119-290 |
|